An assessment of banks’ capital adequacy add-on charge arising from climate transition risk
Franzelletti, Chiara (A.A. 2021/2022) An assessment of banks’ capital adequacy add-on charge arising from climate transition risk. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 56. [Master's Degree Thesis]
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Abstract/Index
Literature. Methodology. Computation of the granularity add-on charge. Climate spread for bond portfolios. Dataset and results. The granularity add-on given the credit risk factor. The granularity add-on given climate transition risk. Pitfalls and further research.
References
Bibliografia: p. 50.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Empirical finance |
| Thesis Supervisor: | Morelli, Giacomo |
| Thesis Co-Supervisor: | Santucci de Magistris, Paolo |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 26 Jan 2023 09:59 |
| Last Modified: | 26 Jan 2023 09:59 |
| URI: | https://tesi.luiss.it/id/eprint/34749 |
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